ICE US Dollar Index Future September 2011


Trading Metrics calculated at close of trading on 12-Apr-2011
Day Change Summary
Previous Current
11-Apr-2011 12-Apr-2011 Change Change % Previous Week
Open 75.610 75.800 0.190 0.3% 76.500
High 75.710 75.805 0.095 0.1% 76.720
Low 75.510 75.375 -0.135 -0.2% 75.550
Close 75.707 75.500 -0.207 -0.3% 75.703
Range 0.200 0.430 0.230 115.0% 1.170
ATR 0.359 0.364 0.005 1.4% 0.000
Volume 20 36 16 80.0% 99
Daily Pivots for day following 12-Apr-2011
Classic Woodie Camarilla DeMark
R4 76.850 76.605 75.737
R3 76.420 76.175 75.618
R2 75.990 75.990 75.579
R1 75.745 75.745 75.539 75.653
PP 75.560 75.560 75.560 75.514
S1 75.315 75.315 75.461 75.223
S2 75.130 75.130 75.421
S3 74.700 74.885 75.382
S4 74.270 74.455 75.264
Weekly Pivots for week ending 08-Apr-2011
Classic Woodie Camarilla DeMark
R4 79.501 78.772 76.347
R3 78.331 77.602 76.025
R2 77.161 77.161 75.918
R1 76.432 76.432 75.810 76.212
PP 75.991 75.991 75.991 75.881
S1 75.262 75.262 75.596 75.042
S2 74.821 74.821 75.489
S3 73.651 74.092 75.381
S4 72.481 72.922 75.060
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.465 75.375 1.090 1.4% 0.299 0.4% 11% False True 21
10 77.250 75.375 1.875 2.5% 0.285 0.4% 7% False True 16
20 77.515 75.375 2.140 2.8% 0.312 0.4% 6% False True 16
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.040
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 77.633
2.618 76.931
1.618 76.501
1.000 76.235
0.618 76.071
HIGH 75.805
0.618 75.641
0.500 75.590
0.382 75.539
LOW 75.375
0.618 75.109
1.000 74.945
1.618 74.679
2.618 74.249
4.250 73.548
Fisher Pivots for day following 12-Apr-2011
Pivot 1 day 3 day
R1 75.590 75.693
PP 75.560 75.628
S1 75.530 75.564

These figures are updated between 7pm and 10pm EST after a trading day.

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